Support Board
Date/Time: Fri, 28 Aug 2026 18:58:49 +0000
Depth Timestamps
View Count: 141
| [2026-07-14 08:06:53] |
| RowJay12 - Posts: 3 |
|
For the Delayed Exchange Data Feed, does the DateTime field in .depth file records reflect the original exchange event time (like Denali), or the time Sierra's server released it from the 10:10 delay buffer? Also, are depth and trade/quote timestamps on this feed derived from the same clock source, so relative timing between a depth update and a trade is consistent with what Denali would report for the same events?
|
| [2026-07-14 15:36:21] |
| John - SC Support - Posts: 47694 |
|
Everything with the Delayed Streaming Data is consistent and is exactly the same as what you would see with the real-time data and with any downloaded historical data.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: